-98.9%
BNED vs SPY
+318.9%
-417.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.6% |
| 7D | -10.5% | -2.0% | -8.5% | -8.0% |
| 30D | -13.1% | -1.7% | -11.5% | -11.1% |
| 3M | +1.6% | +4.7% | -3.2% | -4.7% |
| 6M | +31.4% | +12.5% | +18.9% | +11.9% |
| YTD | +19.6% | +11.7% | +7.9% | +3.2% |
| 1Y | +29.9% | +17.5% | +12.4% | +5.5% |
| 3Y | -90.2% | +76.6% | -166.8% | -95.6% |
| 5Y | -98.9% | +82.0% | -180.9% | -99.5% |
| All | -98.9% | +318.9% | -417.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling